On the intersection of max domains of attraction of p-max stable laws and the class of subexponential distributions
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On the intersection of max domains of attraction of \(p\)-max stable laws and the class of subexponential distributions
On the intersection of max domains of attraction of \(p\)-max stable laws and the class of subexponential distributions
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- scientific article; zbMATH DE number 4213107
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Cites work
- Asymptotics of random contractions
- Distributions that are both subexponential and in the domain of attraction of an extreme-value distribution
- Functions of probability measures
- scientific article; zbMATH DE number 3592801 (Why is no real title available?)
- Max Domains of Attraction of Univariate and Multivariate p-Max Stable Laws
- The class of subexponential distributions
Cited in
(5)- scientific article; zbMATH DE number 437487 (Why is no real title available?)
- Diagnostic plots for identifying max domains of attraction under power normalization
- Extreme value distribution class and applications in hydrological analysis and risk management
- On the exponential max-domain of attraction of the standard log-Fréchet distribution and subexponentiality
- On sums of independent random variables whose distributions belong to the max domain of attraction of max stable laws
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